-15.6%
CMCSA vs CNC
+84.7%
-100.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -4.9% | -0.9% | -3.9% | -4.8% |
| 30D | -1.1% | -1.0% | -0.1% | -1.0% |
| 3M | +6.6% | +4.5% | +2.0% | +6.2% |
| 6M | -15.5% | +85.2% | -100.7% | -19.1% |
| YTD | -6.7% | +61.4% | -68.1% | -9.7% |
| 1Y | -15.6% | +94.9% | -110.5% | -19.2% |
| All | -15.6% | +84.7% | -100.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling